+146.1%
EWT vs CCI
-50.8%
+196.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.4% |
| 7D | -1.1% | -4.4% | +3.3% | -0.6% |
| 30D | +4.8% | +0.3% | +4.5% | +4.7% |
| 3M | +11.1% | -20.0% | +31.1% | +14.1% |
| 6M | +54.6% | -14.5% | +69.1% | +56.7% |
| YTD | +71.4% | -14.9% | +86.3% | +73.5% |
| 1Y | +82.1% | -17.7% | +99.8% | +85.1% |
| 3Y | +193.2% | -12.4% | +205.6% | +188.1% |
| 5Y | +146.1% | -50.1% | +196.2% | +165.5% |
| All | +146.1% | -50.8% | +196.9% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling